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James Laird-Smith

Contact Info

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Last updated on 2019-10-19.

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James Laird-Smith

Data Analyst working in London

Education

University of Cape Town

Master of Commerce in Finance

Cape Town, South Africa

2015 - 2017

Thesis: Market Betas on the JSE:
Market Segmentation, Estimation & Empirical Evaluation

University of Cape Town

Bachelor of Business Science

Cape Town, South Africa

2009 - 2014

Specialisation: Finance

Completed higher-level courses in:

  • Research and survey statistics
  • Advanced micro and macroeconomics
  • Econometrics
  • Applied investments
  • Alternative investments
  • Financial research

Programming Skills

R

Level: advanced

N/A

2014 - (present)

  • Base
  • Tidyverse
  • Modelling
  • Visualisation
  • OOP using S3
  • Functional programming
  • Package development
  • Performance optimisation

SQL

Level: advanced

N/A

N/A

Git (and Github)

Level: intermediate

N/A

N/A

JavaScript (for visualisation)

Level: intermediate

N/A

2018 - (present)

  • d3.js
  • Vega and Vega-Lite

Python (for data science)

Level: intermediate

N/A

2015 - 2017

  • pandas
  • Matplotlib
  • statsmodels

Employment History

Analyst (Customer Analytics)

The Financial Times (FT)

London, UK

Nov 2018 - (present)

The FT has over 600 journalists that work in 40 bureaux around the world. We have over one million paid subscribers. The team in which I work is called Customer Analytics; we are responsible for the collection, management and analysis of the FT’s internal data.

My responsibilities have included:

  • Product initiative scoring and prioritisation.
  • Modelling the FT’s subscriber retention.
  • Evaluating business changes using financial models.
  • Segmenting and targeting and customers using data.

Analyst

ICBC Standard Bank (ICBCS)

London, UK

May 2018 - July 2018

ICBCS is a financial markets and commodities bank based in London and with offices all around the world. The Client Referential Data (CRD) team is responsible for managing client static and reference data used across the bank.

My responsibilities included:

  • Capture and maintenance of client data and settlement instructions.
  • Managing subscriptions from market data sources.
  • Performing reconciliations between internal systems.

Specialist

Maitland Group South Africa

Cape Town, South Africa

Mar 2015 - Nov 2017

Maitland Group is a global advisory and administration firm providing third-party fund administration to managers of pension funds, mutual funds, hedge funds and private equity funds. Maitland has offices in 13 countries and has $280 billion in assets under administration.

My responsibilities included:

  • Import and maintenance of client reference data.
  • The rapid import of financial data from market sources (Bloomberg, Reuters etc).
  • Building integration between systems and applications.
  • Having extensive knowledge on a wide range of financial instruments.
  • Provide analysis and output data for audit and compliance purposes.
  • Providing bespoke reporting to clients.
  • Using systems from FIS and Neoxam (both previously Sungard)
  • Using systems from Broadridge Financial Solutions (formally called Paladyne Systems)

Academic Publication

A study of total beta specification through symmetric regression: the case of the Johannesburg Stock Exchange

Environ Syst Decis (2016) 36: 114

N/A

June 2016

Laird-Smith, J., Meyer, K. & Rajaratnam, K.

This journal article is a modified form of the project I completed in the final year of my undergraduate degree. The research examines the need for new methodology and specification for the CAPM beta parameter on the Johannesburg Stock Exchange (JSE). It is available through the Springer online portal.

Master’s Research

Market Betas on the JSE: Market Segmentation, Estimation & Empirical Evaluation

MCom Dissertation Topic at the University of Cape Town

N/A

2015 - 2017

Supervisor: Kanshukan Rajaratnam

This dissertation was submitted as my M.Com (Finance) degree requirement at the University of Cape Town (UCT) and as such it is available online from UCT Libraries under their open access policy.

The dissertation uses statistical methods and in particular Factor Models to:

  • Discover variables that can be used as predictors of investment return.
  • Simulate and compare a large number of trading strategies.
  • Conduct testing to make models more robust and consistent.

Packages

{gs}

Author and maintainer

N/A

Nov 2018 - (present)

A package to make recurring calendar events a little easier by providing a simple grammar for expressing them using R code. The package includes functions to:

  • Represent all kinds of date elements found in the lubridate package: years, months, weeks, days, weekdays, quarters, semesters etc.
  • Represent dates in terms of their relations to one another, such as the “third Friday of July” or the “last Thursday in August”.
  • Specify ranges of dates, such as “after the first Monday in July” but “before the last weekday of August”.
  • Compose the above elements together in arbitrarily complex patterns.

Conference Presentations

Introducing {gs}

rstudio::conf

San Francisco, USA

Jan 2019

E-Poster

RStudio Conference

Introducing {gs}

EARL

London, UK

Sep 2019

Contributed talk

At this presentation I introduced {gs}, which is a grammar of recurring calendar events, implemented as an R package. It enables users to easily create and work with schedules, even in cases when the pattern of events is irregular.

Enterprise Applications of the R Language

Teaching Experience

Economics Tutor

University of Cape Town

Cape Town, South Africa

2010 - 2016

  • Microeconomics
  • Macroeconomics
  • Microeconomics II (Intermediate)
  • Macroeconomics II (Intermediate)

Head Tutor

Smuts Hall Residence

Cape Town, South Africa

2010

  • Recruitment and coordination of all residence tutoring.

Speech & Debate Achievements

All in the British Parliamentary (BP) format.

Finalist

South African National Universities Debating Championships (SANUDC)

Cape Town, South Africa

2014

Also 2nd-top team and semi-finalist, Botswana 2015.

Top breaking team

Pan African Universities Debating Championships

Pretoria, South Africa

2011

Semi-final judge

World Universities Debating Championships

Cape Town, South Africa

2019